+83.4%
KO vs CVE
+317.2%
-233.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -1.8% | +2.5% | -4.3% | -1.8% |
| 30D | +1.4% | +16.7% | -15.3% | +1.0% |
| 3M | +15.4% | +9.3% | +6.1% | +15.0% |
| 6M | +14.3% | +43.6% | -29.3% | +12.9% |
| YTD | +27.7% | +93.6% | -65.9% | +24.7% |
| 1Y | +32.7% | +98.8% | -66.1% | +29.5% |
| 3Y | +62.2% | +73.6% | -11.4% | +58.3% |
| All | +83.4% | +317.2% | -233.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling